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Details about Diana Barro

E-mail:
Homepage:http://www.unive.it/persone/d.barro
Workplace:Dipartimento di Economia (Department of Economics), Università Ca' Foscari Venezia (University Ca' Foscari Venice), (more information at EDIRC)

Access statistics for papers by Diana Barro.

Last updated 2015-04-21. Update your information in the RePEc Author Service.

Short-id: pba285


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Working Papers

2011

  1. Combining stochastic programming and optimal control to solve multistage stochastic optimization problems
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" Downloads

2009

  1. Portfolio management with minimum guarantees: some modeling and optimization issues
    Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia Downloads

2008

  1. A network of business relations to model counterparty risk
    Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia Downloads View citations (1)
  2. Credit contagion in a network of firms with spatial interaction
    Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia Downloads
    See also Journal Article in European Journal of Operational Research (2010)
  3. Tracking error with minimum guarantee constraints
    Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia Downloads View citations (1)

2006

  1. A credit contagion model for loan portfolios in a network of firms with spatial interaction
    Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia Downloads View citations (1)

2005

  1. Time and nodal decomposition with implicit non-anticipativity constraints in dynamic portfolio optimization
    GE, Growth, Math methods, University Library of Munich, Germany Downloads View citations (2)
  2. Tracking Error: a multistage portfolio model
    GE, Growth, Math methods, University Library of Munich, Germany Downloads View citations (15)

Journal Articles

2010

  1. Credit contagion in a network of firms with spatial interaction
    European Journal of Operational Research, 2010, 205, (2), 459-468 Downloads View citations (11)
    See also Working Paper (2008)

2005

  1. Dynamic portfolio optimization: Time decomposition using the Maximum Principle with a scenario approach
    European Journal of Operational Research, 2005, 163, (1), 217-229 Downloads View citations (8)
 
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